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Last updated on 2022-02-25.

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Patrick Altmeyer

Currently studying for my PhD

I’m studying for a PhD in Trustworthy AI under supervision of Cynthia Liem at Delft University of Technology. I’m also a member of the AI for Fintech Research collaboration between Delft University of Technology and ING. If you are interested in discussing my research or any projects on your side, please feel free to contact me.

Education

PhD in Computer Science

Delft University of Technology

Delft, Netherlands

2025 - 2021

Thesis topic: Trustworthy Artificial Intelligence

Master in Data Science

Barcelona School of Economics

Barcelona, Spain

2021

Thesis: Deep Vector Autoregression for Macroeconomic Data

Master in Finance

Barcelona School of Economics

Barcelona, Spain

2018

Thesis: Option Pricing in the Heston Stochastic Volatility Model

Master of Arts with Honours in Economics

University of Edinburgh

Edinburgh, United Kingdom

2017

Thesis: Can misguided monetary policy explain the European housing bubble?

Professional Experience

Economist, Graduate

Bank of England

London, United Kingdom

2021 - 2018

  • Co-author of two staff working papers (upcoming).
  • Co-initiated and led app development.
  • Briefing work for policy committees.

Postgraduate Intern

Bank of England

London, United Kingdom

2017

  • Econometric analysis of transaction data set in R.
  • Internal presentation of project results.

Teaching Experience

Foundations of Data Science Summer School

Teaching Assistant at Barcelona School of Economics

Barcelona, Spain

2021

Introduction course to R and Git

Lead Trainer at Analytics Enablement Hub, Bank of England.

London, United Kingdom

2020 - 2019

Honours Modules in Econometrics

Teaching assistant at School of Economics, University of Edinburgh

Edinburgh, United Kingdom

2017 - 2016

Selected Publications and Posters

Yield curve sensitivity to investor positioning around economic shocks

Bank of England Staff Working Paper, Journal of Financial Services Research (upcoming)

London, United Kingdom

2022

Altmeyer P., Boneva L., Kinston R., Saha S., Stoja E.

Deep Vector Autoregression for Macroeconomic Data

NeurIPS 2021 MLECON poster

Barcelona, Spain

2021

Altmeyer P., Agustí M., Vidal-Quadras Costa I.

Deep Vector Autoregression for Macroeconomic Data

Master’s Thesis (selected for publication)

Barcelona, Spain

2021

Altmeyer P., Agustí M., Vidal-Quadras Costa I.

Option pricing in the Heston stochastic volatility model: an empirical evaluation

Masters Thesis (selected for publication)

Barcelona, Spain

2018

Altmeyer P., Grapendal J., Pravosud M., Quintana G.

Conferences and Workshops

IFC-Bank of Italy workshop on “Data science in central banking”

Presentation of Altmeyer, Agusti, and Vidal-Quadras Costa (2021) (event link)

Virtual

2022

NeurIPS 2021 MLECON Workshop

Poster presentation of Altmeyer, Agusti, and Vidal-Quadras Costa (2021) (event link)

Virtual

2021

IFABS 2021 Oxford

Presented our BoE Staff Working Paper on yield curve pricing (event link)

Virtual

2021

Money markets and central bank balance sheets

Presented research on demand for central bank reserves at ECB (event link)

Frankfurt, Germany

2019

Outreach and awards

Novartis Datathon

3rd Price Winner of Datathon

Barcelona, Spain

2020

Fee Waiver and Funding for Masters

Full funding for Masters in Data Science through BSE and Bank of England

Barcelona, Spain

2020

Class representative

Masters in Data Science

Barcelona, Spain

2020

Fee waiver for Masters

Total tuition fee waiver for Master in Finance through BSE

Barcelona, Spain

2017

School of Economics Prize

Edinburgh University School of Economics Joint Prize for the best performance in Economics

Edinburgh, United Kingdom

2017

TEDx talk

Held a TEDx talk about European Integration, Diversity and Societal Well-being

Edinburgh, United Kingdom

2016

School of Economics Prize

School of Economics Prize for academic excellence in Economics

Edinburgh, United Kingdom

2015